W Options History — August 2023 In August 2023, W traded between $63.91 and $85.26. ATM implied volatility averaged 67.0%, placing in the 4.8% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded below realized volatility by 11.5% (HV 20d: 78.5%). Max pain ranged from $55.00 to $80.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 1.01.
Notable Days 2023-08-03 : Highest Volume — 122,157 contracts2023-08-03 : Largest IV drop — 21.6% change2023-08-01 : Highest IV Rank — 41.6%2023-08-02 : Largest Expected Move — 31.7%Monthly Statistics Metric Avg Min Max Open Close Price $72.98 $63.91 $85.26 $75.75 $69.55 Max Pain $73.70 $55.00 $80.00 $55.00 $65.00 ATM IV 67.0% 58.7% 94.3% 94.3% 58.7% Expected Move 19.4% 16.2% 31.7% 31.5% 16.2% HV 20d 78.5% 57.9% 87.5% 74.5% 57.9% HV 60d 71.7% 67.2% 74.2% 69.2% 69.3% IV Rank 4.8% 0.0% 41.6% 41.6% 0.0% IV Percentile 5.0% 0.0% 50.8% 50.8% 0.0% Term Structure -0.3% -5.6% 1.1% -5.2% 0.8% VWIV 68.7% 56.7% 112.7% 112.3% 56.7% Skew 25d 0.9% -1.2% 2.6% -1.2% 0.6% Skew 10d 1.5% -1.5% 4.1% 1.3% 1.0% Call IV 25d 67.5% 59.3% 95.8% 95.8% 59.3% Put IV 25d 68.4% 59.9% 95.6% 94.6% 59.9% Bid-Ask Spread % 6.29 2.23 17.15 2.23 5.03 Gamma HHI 0.11 0.05 0.48 0.06 0.07 Net GEX 3.0M -3.1M 23.1M 3.0M 2.3M Net DEX -267.9M -702.8M -57.7M -378.1M -204.3M Net VEX -2.6M -2.7M -2.4M -2.6M -2.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.01 0.46 1.96 0.71 1.20 Total Volume 26,583.13 9,377 122,157 18,330 12,750 Total OI 332,852.348 272,910 388,335 324,967 311,397
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-08-01 $75.75 $55.00 94.3% 31.5% 74.5% 41.6% 112.3% -1.2% -5.2% 3.0M -378.1M -2.6M 0.71 2.23 N/A N/A 10,709 7,621 126,195 198,772 2023-08-02 $73.13 $55.00 93.7% 31.7% 71.4% 40.6% 112.7% 0.4% -5.6% 2.7M -325.7M -2.6M 0.46 3.34 N/A N/A 32,294 14,868 131,299 201,912 2023-08-03 $85.26 $80.00 73.5% 20.3% 74.4% 4.8% 72.5% -0.5% -2.3% 13.4M -702.8M -2.6M 0.89 3.97 N/A N/A 64,748 57,409 153,431 211,239 2023-08-04 $82.64 $80.00 67.4% 19.0% 72.8% 0.0% 67.4% 0.3% -1.5% 23.1M -555.5M -2.6M 1.04 8.43 N/A N/A 32,261 33,600 166,786 221,549 2023-08-07 $83.19 $80.00 67.0% 19.0% 71.4% 0.0% 67.4% 0.1% -0.2% 4.8M -505.2M -2.6M 0.95 10.62 N/A N/A 11,335 10,789 136,748 207,871 2023-08-08 $82.29 $80.00 67.8% 19.3% 70.4% 1.3% 68.6% 0.0% -0.1% 4.7M -491.5M -2.7M 0.64 7.46 N/A N/A 14,778 9,391 143,187 212,468 2023-08-09 $75.46 $80.00 68.2% 19.4% 78.2% 2.0% 68.5% 0.3% -0.6% 2.4M -300.6M -2.6M 0.55 12.55 N/A N/A 18,977 10,343 145,056 216,835 2023-08-10 $72.61 $80.00 65.7% 18.6% 78.7% 0.0% 66.0% 0.2% -0.7% 1.8M -220.0M -2.6M 0.87 17.15 N/A N/A 12,635 11,000 152,567 220,824 2023-08-11 $75.00 $80.00 63.1% 18.1% 78.5% 0.0% 64.3% -0.3% -0.1% 16.9M -284.4M -2.6M 1.12 13.33 N/A N/A 12,668 14,176 158,006 225,401 2023-08-14 $78.08 $80.00 63.3% 18.1% 79.2% 0.4% 64.2% 0.4% 0.5% 1.7M -364.3M -2.6M 1.04 6.81 N/A N/A 11,699 12,172 130,712 213,401 2023-08-15 $76.94 $80.00 64.7% 18.6% 79.5% 2.5% 69.1% 1.0% 0.2% 1.9M -339.5M -2.6M 0.99 7.70 N/A N/A 9,111 8,998 137,623 211,598 2023-08-16 $74.35 $80.00 64.4% 18.5% 80.6% 2.0% 65.0% 1.4% 1.1% 980.8K -271.3M -2.6M 1.04 5.23 N/A N/A 4,998 5,217 137,575 214,449 2023-08-17 $69.88 $80.00 66.3% 19.0% 83.4% 5.0% 66.8% 2.5% 0.7% 983.2K -173.9M -2.5M 0.98 5.68 N/A N/A 11,089 10,922 139,336 213,203 2023-08-18 $70.68 $80.00 65.1% 18.6% 83.4% 3.2% 66.1% 2.6% 0.9% 578.4K -221.5M -2.6M 1.52 4.06 N/A N/A 6,375 9,708 143,520 216,055 2023-08-21 $69.97 $80.00 64.5% 18.3% 83.2% 2.2% 65.2% 1.7% 0.6% -964.5K -126.8M -2.5M 1.96 3.50 N/A N/A 4,438 8,713 106,420 166,490 2023-08-22 $65.71 $80.00 64.9% 18.4% 86.0% 2.8% 65.6% 1.8% 0.4% -2.0M -57.7M -2.4M 1.25 2.62 N/A N/A 6,004 7,503 112,081 170,278 2023-08-23 $67.97 $75.00 63.4% 17.9% 86.9% 0.5% 64.1% 1.6% 0.6% -1.1M -107.0M -2.5M 1.26 3.68 N/A N/A 13,888 17,546 114,556 170,524 2023-08-24 $66.08 $65.00 63.7% 17.9% 87.5% 1.0% 63.1% 1.5% 0.3% -2.1M -91.0M -2.6M 0.95 4.99 N/A N/A 7,715 7,346 123,818 181,697 2023-08-25 $65.12 $65.00 61.2% 17.0% 83.7% 0.0% 59.4% 2.2% 0.6% -3.1M -66.8M -2.6M 1.43 3.13 N/A N/A 5,716 8,177 126,763 182,713 2023-08-28 $63.91 $65.00 61.0% 16.8% 80.0% 0.0% 59.1% 2.4% 0.1% -2.1M -67.9M -2.5M 1.17 4.22 N/A N/A 4,327 5,050 118,845 175,871 2023-08-29 $66.40 $65.00 59.9% 16.7% 81.5% 0.0% 58.6% 1.3% 0.6% -1.3M -126.2M -2.5M 0.68 3.95 N/A N/A 9,272 6,291 120,901 178,484 2023-08-30 $68.54 $65.00 58.9% 16.4% 81.9% 0.0% 57.6% 0.2% 1.0% 1.1M -179.5M -2.6M 0.53 5.01 N/A N/A 10,943 5,842 126,364 180,784 2023-08-31 $69.55 $65.00 58.7% 16.2% 57.9% 0.0% 56.7% 0.6% 0.8% 2.3M -204.3M -2.6M 1.20 5.03 N/A N/A 5,804 6,946 128,536 182,861
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